X13
All options start with “s[pec]_“, for readability it will be omitted.
| Category | Header | Description |
|---|---|---|
| None | base | Base specification e.g. "RSA5c". Default RSA0. |
| Series | series_start series_end series_first series_last |
Defines the series span. More information to spans. |
| preliminary_check | Use preliminary check (true,false) | |
| Estimate | estimate_start estimate_end estimate_first estimate_last |
Defines the estimate span. More information to spans. |
| tolerance | Double value for the tolerance | |
| Transformation | transform | Defines the transformation function: None, Auto, Log. |
| aicdíff | Double value for the AIC difference. Only relevant with transform auto | |
| adjust | None, LeapYear, LengthOfPeriod. Only relevant with transform log. | |
| Regression | holidays | Name of the calendar for tradingDays option Holidays |
| td | Defines the type of the trading days regression variables: None, TradingDays, WorkingDays | |
| leap_year | Type of leap year adjustment: None, LeapYear, LengthOfPeriod. Only relevant with adjust None | |
| auto_adjust | Auto adjustment for leap year: true/false. Only relevant with transform Auto | |
| w | Day of the month when inventories and other stock are reported | |
| td_test | Pre-tests for significance: None, Add, Remove | |
| easter | Easter adjustment: true/false | |
| easter_julian | Julian Easter: true/false | |
| easter_pre_test | Pre-tests for significance: None, Add, Remove | |
| easter_duration | Duration of the Easter effect. Only relevant with easter_pre_test None or Remove | |
| regressor_x | Pre-specified regressor. More information to regressors | |
| outlier_x | Pre-specified outliers with format "TypeYYYY[.MM[.DD]]" e.g. LS1999 for LevelShift at 01.01.1999 AO2010.04.05 for AdditiveOutlier at 05.04.2010 |
|
| Outliers | outlier_start outlier_end outlier_first outlier_last |
Defines the outlier span. More information to spans. |
| critical_value | Critical value used in the outliers detection | |
| ao | Enable automatic identification of additive outliers: true/false | |
| ls | Enable automatic identification of level shift: true/false | |
| tc | Enable automatic identification of transitory change: true/false | |
| so | Enable automatic identification of seasonal outliers: true/false | |
| tc_rate | Rate of decay for the transitory change outlier | |
| method | How to add the outliers to the model: AddOne, AddAll | |
| ARIMA(Automodel) | automdl | Should auto modelling be used: true/false |
| accept_default | Can the default model be chosen: true/false | |
| cancelation_limit | Cancelation limit | |
| initial_ur | Initial UR (Diff.) | |
| final_ur | Final UR (Diff.) | |
| mixed | Mixed: true/false | |
| balanced | Balanced: true/false | |
| armalimit | ArmaLimit | |
| reduce_cv | Reduce CV | |
| ljungboxlimit | LjungBox limit | |
| urfinal | Unit root limit | |
| ARIMA(User) | arima | ARIMA model in format "(p d q)(P D Q)". Will be ignored with automodel true |
| p_x | The x-th p parameter. More information to parameters. | |
| bp_x | The x-th P parameter. More information to parameters. | |
| q_x | The x-th q parameter. More information to parameters. | |
| bq_x | The x-th Q parameter. More information to parameters. | |
| mean | Mean: true/false | |
| X11 | mode | Decomposition in X11: Undefined, Additive, Multiplicative, LogAdditive, PseudoAdditive |
| seasonal | X11 estimates seasonal component: true/false | |
| maxlead | Forecast horizon, ignored with base "X11" | |
| maxback | Backcast horizon, ignored with base "X11" | |
| usigma | Upper sigma limit | |
| lsigma | Lower sigma limit | |
| seasonalfilter | One seasonal filter for the whole time series. Precedes seasonalfilters_x | |
| seasonalfilters_x | Filter for the x-th period | |
| henderson | Length of the Henderson filter. 0 = automatic | |
| calendarsigma | Calendarsigma Option: None, All, Signif, Select | |
| sigma_vector_x | Sigmagroup for the x-th period: Group1, Group2. Only with calendarsigma "Select" | |
| excludefcst | Ignores forecast for extreme value calculation: true/false | |
| bias_correction | Only with mode "LogAdditive": None, Legacy, Smooth, Ratio |